New directions in econometric practice : general to specific modelling, cointegration and vector autoregression /

New directions in econometric practice : general to specific modelling, cointegration and vector autoregression /

Saved in:
Bibliographic Details
Author / Creator:Charemza, Wojciech.
Edition:2nd ed.
Imprint:Cheltenham, UK ; Lyme [N.H.] : Edward Elgar Pub., 1997.
Description:xiv, 344 p. : ill. ; 24 cm.
Language:English
Subject:
Econometric models.
Autoregression (Statistics)
Vector analysis.
Cointegration.
Autoregression (Statistics)
Cointegration.
Econometric models.
Vector analysis.
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/2730688
Hidden Bibliographic Details
Other authors / contributors:Deadman, Derek. 1948-
ISBN:1858986001
1858986036
Notes:Includes bibliographical references (p. 311-330) and index.
Table of Contents:
  • Foreword
  • Preface to Second Edition
  • Preface
  • Chapter 1. Traditional Methodology in Retrospect
  • Chapter 2. Data Mining
  • Chapter 3. Origins of a Modern Methodology: the Dhsy Consumption Function
  • Chapter 4. General to Specific Modelling
  • Chapter 5. Cointegration Analysis
  • Chapter 6. Vector Autoregression: Forecasting, Causality and Cointegration
  • Chapter 7. Exogeneity and Structural Invariance
  • Chapter 8. Non-Nested Models, Encompassing and Model Selection
  • Data Appendix
  • Appendix: Statistical Tables
  • References
  • Author Index
  • Subject Index

Similar Items